Uncertain random portfolio optimization models based on value-at-risk.

Zhongfeng Qin Yuanzhen Dai Haitao Zheng

Published in: J. Intell. Fuzzy Syst. (2017)

Keyphrases

portfolio optimization
risk management
portfolio management
risk measures
decision making
stock market
stock price
portfolio selection
data warehouse
optimization problems
decision support system
model selection
factor analysis
problems involving
bi objective
investment decisions